Let $X$ be a complex manifold and $f\colon X\to\mathbb{C}$ a non-constant holomorphic map. We define $X_t=f^{-1}(t)$. Let $\mathcal{F}^\bullet\in D^b(X)$ and we denote by $\psi_f$ the nearby cycle functor and by $F_x$ the Milnor fiber of $f$ at $x$.
Recall the definition of the nearby cycle functor: Consider the cartesian square (sry for the bad style) \begin{align} & \ \ \tilde{X^*} \longrightarrow \tilde{\mathbb{C}^*}\\ & \tilde{p}\downarrow\ \ \ \ \ \ \ \ \ \downarrow p\\ X_0 \overset{i}{\longrightarrow} & \ \ \ \ X \overset{f}{\longrightarrow} \mathbb{C} \end{align} where $p$ is the universal covering of $\mathbb{C}^*$ embedded in $\mathbb{C}$ and $\tilde{X^*}$ the usual pullback. We define $\psi_f=i^{-1}R\tilde{p}_*\tilde{p}^{-1}$.
I want to show that for all points $x\in X_0$ there is a natural isomorphism $\mathscr{H}^k(\psi_f\mathcal{F}^\bullet)_x\simeq\mathbb{H}^k(F_x,\mathcal{F}^\bullet)$.
I am currently reading
Dimca, Alexandru, Sheaves in topology, Universitext. Berlin: Springer (ISBN 3-540-20665-5/pbk). xvi, 236 p. (2004). ZBL1043.14003.
This result is precisely Proposition 4.2.2. in the book and it says that this can be obtained by direct computation. I tried to do it but I am stuck at one point. Here is what I got until now.
\begin{align} \mathscr{H}^k(\psi_f\mathcal{F}^\bullet)_x & \simeq H^k((\psi_f\mathcal{F}^\bullet)_x)\\ & \simeq H^k((R\tilde{p}_*\tilde{p}^{-1}\mathcal{F}^\bullet)_{i(x)=x})\\ & \simeq H^k(\underset{\underset{x\in U}{\longrightarrow}}{\text{lim}}R\Gamma(U,R\tilde{p}_*\tilde{p}^{-1}\mathcal{F}^\bullet))\\ & \simeq \underset{\underset{x\in U}{\longrightarrow}}{\text{lim}} \mathbb{H}^k(U,R\tilde{p}_*\tilde{p}^{-1}\mathcal{F}^\bullet)\\ & \simeq \underset{\underset{x\in U}{\longrightarrow}}{\text{lim}}\mathbb{H}^k(\tilde{p}^{-1}(U),\tilde{p}^{-1}\mathcal{F}^\bullet) \end{align} Is this even the right way to approach this? Is it okay to pull the limit out of the cohomology?